+54.4%
RIO vs CPB
-36.1%
+90.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -2.1% |
| 7D | +3.6% | +2.9% | +0.7% | +3.5% |
| 30D | -10.8% | +17.6% | -28.4% | -10.9% |
| 3M | -15.2% | +2.0% | -17.3% | -15.1% |
| 6M | -18.0% | +11.6% | -29.7% | -18.1% |
| YTD | +11.0% | -13.8% | +24.7% | +12.2% |
| 1Y | +26.4% | -21.6% | +47.9% | +28.6% |
| 3Y | +54.4% | -35.8% | +90.2% | +55.5% |
| All | +54.4% | -36.1% | +90.4% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling